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Fall 1998
J. G. Saven
Thermodynamics
References: Chandler, chapters 1 and 2 [1]; McQuarrie, chapters 1-4 [2]; mostly from Callen,
chapters 1-8 [3].
N 2 , V2
N m , Vm
N=
Ni
i=1
m
V=
Vi
i=1
Macroscopic systems have well-defined energies that are conserved and extensive.
Equilibrium: Tendency to evolve to states that depend only on intrinsic factors and not on the
past history of the system. An equilibrium state may also be called a time-independent state (at
least with regard to macroscopic variables).
Equilibrium states are characterized by relatively few variables, e.g., U, V, Ni
We will use the somewhat circular definition that a system is at equilibrium if it obeys the laws and
equations of thermodynamics. We note that thermodynamics is also useful for describing
metastable (long lived, but unstable) states
Possible constraints on system
adiabatic: no heat flow
diathermal or diabatic: heat flow permitted
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N, V, U
If the process happens really slowly and is reversible, the work done is the difference in internal
energy U between the two states. The internal energy depends only on the initial and final states
and not on the path between them. The internal energy is said to be a state variable.
For a quasistatic (reversible) process:
dW = - PdV = dU
Note that if dV < 0, work is done on system and its energy increases (hence dW = PdV).
Let the number of moles of a substance be fixed (constant N). The heat flux dQ is the difference in
U between two states diminished by the work done:
dQ = dU dW = dU + PdV
We must emphasize that neither Q nor W are state functions. In general, their values depend on the
path taken between to points that specify the state of a system. Only when a process is quasi-static
or reversible, can we equate these quantities with state functions.
N ,V ,U
piston
Postulate I
(empirically verified ) S, the entropy, is a state function of U and other extensive variables
S(U,V,N...). The equilibrium values of the unconstrained intrinsic variables are those that
maximize S in the absence of internal constraints S(U, V, N) = max S(U, V, N,X1,...,Xn), where
we maximize with respect to the variables X.
Implies the second law of thermodynamics since S without the constraint is at a maximum.
Therefore any other state of the system, including one where a constraint is imposed, must be of
equal or lower entropy. After the removal of an internal constraint,
Sfinal Sinit 0
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Postulate II
Entropy is extensive and is a monotonically increasing
function of the energy.
S/ N
Homogeneous functions
Consider a system that is broken up into m subsystems.
N 1 , V1
U/ N
N 2 , V2
N m , Vm
Let all the subsystems be equivalent and identical: Si=So for each i.
m
S = S(U,V,N) =
m different subsystems
S (U,V,N) = m So (Uo No, Vo)
S (mUo mNo, mVo) = m S(Uo No, Vo)
(turns out this is true for any value of m)
S is an extensive function
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Lets return to considering the internal energy U. Compute the first differential since we are
interested in small changes.
U
U
U
dU =
dS +
dV +
dN
S V , N
V S , N
N S , V
Define intensive parameters
U
S
=T
temperature
V,N
= P
V S , N
pressure
= chemical potential
N S , V
These definitions agree with our picture of each quantity, and this will be shown when we
discuss equilibria. Note that these quantities are independent of the amount of matter N. Such
quantities are called intensive properties or intensive variables.
The following is also known as the first law of thermodynamics: energy can be converted into
different forms but it is conserved.
dU = TdS - PdV + dN
Note for a quasi-static process with N = constant
dU = dQ + dW
dQ = TdS
reversible heat flow
= TdS - PdV
dW
Heat flow is associated with a change in the entropy S. Note that each intensive variable is
associated with a derivative with respect to an extensive variable e.g.,
1 S
=
T U V , N
U and T are said to be conjugate variables (in the entropy representation). We now apply the
entropy extremum principle (Postulate I) and note its implications.
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Equilibria
In maximizing S, we must find a state where
dS = 0.
N ,V ,U
1
N ,V ,U
dN = 0, matter is conserved
piston
dV = 0, the total volume does not change
dU = 0, energy is conserved
S1
S1
S1
dS =
dU1 +
dV1 +
dN1
U 1 V1N1
V1 U1N1
N 1 V1N1
S2
S2
dU2 +
U 2
V2
V2N2
S2
dV2 +
N 2
U2N2
dN2
V2U2
S
U 1
+ (
S
N 1
S1
U 1
V1N1
S1
V1
V1N1
U 2
S
N 2
dU1 + (
V2N2
S
V1
)
U2V2
S
V2
)
U2N2
dN1
U2V2
= 1
T1
U1N1
=
U1V1
U1V1
S
N 1
S
U 1
U 1
V1N1
S1
U 1
V1
S1N1
= -1 (-P1) = P 1
T1
T1
U 1
V1N1
N 1
V1S1
= -1 1
T1
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dV1
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Fall 1998
J. G. Saven
We will assume the wall is adiabatic and switched to diathermal. By so doing, we remove an
internal constraint. What is final state of the system?
We have a system with a diathermal wall that permits heat flow between the two subsystems.
V and N can not change since the wall is fixed and impermeable.
diathermal wall
adiabatic wall
N2, V2, E2
N1, V1, E1
N2, V2, E2
N1, V1, E1
heat
adiabatic wall
adiabatic wall
dU1 + dU2 = 0
S1
U 1 V5N1
dU1 +
S2
U 2 V2,N2
dU2
dU1 = -dU2
0 = 1 1 dU1
T1 T2
U1
<0
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Fall 1998
J. G. Saven
U1 < 0 energy flows from hot (high T1) to cold (low T2). Since V is fixed, energy must
flow in the foam of heat Q. Vice versa for T2 > T1 , (U1 > 0).
Mechanical Equilibrium
(dN1 = 0)
moveable, diathermal wall
fixed, adiabatic wall
N2, V2, E2
N1, V1, E1
N2, V2, E2
N1, V1, E1
heat
adiabatic wall
adiabatic wall
U1 + U2 = constant
V1 + V2 = constant
S i
dS =
U i ViWi
i=1
S i
Vi U iN i
dUi +
S i
S i
Vi UiNg
dVi
U i
U i NiVi Vi S iN i
= - ( 1 ) (- Pi)
Ti
dS = 1 1 dU1 + +P 1 + -P2 dV1 = 0
T1 T2
T1
T2
Since
dU1 = - dU2,
dV1 = - dV2
Since dU1 and dV1 are each independent and arbitrary, we have
1 = 1
T1 T2
and
P 1 = P2
T1 T2
T1 = T2
P1 = P2
Let
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S = 1 (P1 P2) V1
T
>0
>0
>0
Fall 1998
J. G. Saven
S, V small
V1 must be V1 > 0. That is, the volume of 1 gets bigger due to its higher initial pressure P 1.
The volume of 2 gets smaller.
Equilibrium with respect to Matter Flow
Permeable, fixed wall:
dV1 = 0
fixed wall
N2, V2, E2
N1, V1, E1
N1, V1, E1
adiabatic wall
dS = 1 1 dU1 +
T1 T2
N2, V2, E2
adiabatic wall
1
+ 2 dN1
T1
T2
and
1 1 =0
T1
T2
1
+ 2
T1
T2
T1 = T 2
1 = 2
1 > 2
1
+ 2 dN1 = 1 (2 1) dN1
T
T
T
>0
<0
N1 < 0 if S > 0
Matter flows out of region 1. Matter flows from high to low .
Chemical Equilibrium
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U, V are fixed.
Fall 1998
2 H2 + 1 02
- 1
- 2
(reactants: < 0)
J. G. Saven
2 H2O
3
stoichiometric coefficients
(products > 0)
and dN1 = + 1 d
The other temperature and pressure equilibria still hold. We then have
j
dNj
T
j=1
r
dS =
d
j j
T j
=1
r
dS = 0
j j = 0
j=1
S = S (U, V, N)
P = P (S, V, N) .....
but the functions U and S contain more information since they dictate the equilibrium state of the
system.
Minimizing the energy is equivalent to maximizing the entropy
Let X denote other internal extensive variables of the system, such as the volume V.
The entropy maximization principle states that for fixed total internal energy U, the values of
any unconstrained internal parameters are those that maximize the entropy S.
Similarly, the energy minimization principle states that for constant entropy S, the values of
any unconstrained internal parameters are those that minimize the energy.
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J. G. Saven
B
B
n
xte
er e
oth
Energy
plane of constant S
sive
s
ble
ia
var
rgy
Ene
What if we didn't minimize the internal energy? Let's say U Umin for some point that is
consistent with a particular value of the entropy. If this were the case then, we could extract
energy as work without changing the entropy (process A in the figure) and then put that same
amount of energy back into the system as heat (process B) thereby increasing S without changing
the overall energy. S would not be at a maximum!
The equilibrium state must satisfy both extremum conditions. Thus we can work or either energy
on entropy representations and we have conditions (equalities) to guide us to equilibrium. Is there
a general way to transform to other useful representations for cases where other extensive or
intensive variables naturally describe the state of the system, e.g., T = constant.?
Legendre Transforms
Legendre transforms provide a useful way to convert a function of many variables f(X1 ..., Xn) to
one that is a function of some of the original variables and the derivatives of f with respect to the
others
f(X 1 ..., Xn ) g(X1,...,X i,U i+1,...,U n)
where Ui =
f
X i X j Xi
df = Ui dXi
i =1
Let
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g= f
Fall 1998
J. G. Saven
U X
i
i = r +1
dg = df
(U dX
i
i = r +1
r
dg = Ui dXi +
i =1
+ Xi dUi )
X dU
i
i = r +1
A is known as the Helmholtz free energy. For a reversible process, it is equal to the
maximum possible work done by the system.
At constant T,
dA = dU TdS = dW
Thus, at constant temperature, the Helmholtz free energy is the maximum amount of energy
we can usefully extract from the system. Note that we can also have bound energy that can
not be usefully extracted due to any entropy changes that might occur.
Example II. Gibbs free energy.
Transform A(T, V, ni) to a natural function G(T, P, ni), where P is the pressure of the
system (fixed pressure).
-P and V are conjugate are conjugate variables.
G = A (PV)
G = A + PV
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A
V T,ni
11
=P
U. Penn.
Fall 1998
J. G. Saven
dG = dA + PdV + VdP
= SdT PdV+ i dni + PdV + VdP
i
V, ni, S
S=
A
T V ,ni
U = A (S) T = A + ST
dU = dA + TdS + SdT
= SdT PdV+ i dni + TdS + SdT
i
U = U (S, V, ni)
Note also that
dS = dU + P dV i dni,
T T
T
i
S=
AU
T
S = S (U, V, ni)
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dU = 0,
U(S, V, Ni)
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Fall 1998
J. G. Saven
d2 S < 0
S(U, V, Ni)
at equilibrium
Note that for any arbitrary function f (Xi, ..., Xn) the total derivative and Hessian are
n
df =
i= 1
f
dXi
X i
d2f =
i= 1 j= 1
n
Generally
dn f =
i=1
dXi
2f
dXi dXj
X iX j
X i
From vector calculus we know we're at a minimum if d2f > 0, df = 0 and it max if df = 0,
d2f < 0.
Helmholtz Potential
Consider a system contained in a very large heat bath or reservoir. The system can exchange heat
with the reservoir. The reservoir is so large that for any energy exchange with the system, the
temperature of the reservoir remains constant T = TR; this property defines a thermal reservoir.
The system is subdivided in to two compartments 1 and 2. The value of any extensive
thermodynamic quantity is the sum for the two compartments:
S(U,V,N) = S1(U 1,V1,N1) + S2(U 2,V2,N2)
The total values of the internal energy and the entropy are the sum of those for both the system and
the reservoir.
UTOT = U + UR,
STOT = S + SR
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Bath or Reservoir
T=TR
System
N1, V1, U1
N2, V2, U2
At equilibrium dUtot = 0,
d2Utot > 0,
dStot = 0
d2Stot < 0
Ri
i
= dU + T dSR
but since
dStot = 0 = dS + dSR,
we have that
dS = dSR
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dNRi )
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Fall 1998
J. G. Saven
d2 (U TS) > 0
d2Utot > 0
Thus we can define a new function whose natural variables are T, V, N, that is at a minimum for
equilibrium values of these quantities.
A U TS,
dA = 0,
d2A > 0
d2 H > 0
at equilibrium
For systems in contact with a pressure reservoir, the values of unconstrained internal
parameters are those that minimize the enthalpy.
Gibbs Potential Minimum Principle
N, P, T are fixed
G U TS + PV
dG = 0
d2G > 0
at equilibrium
At constant pressure and temperature, the values of unconstrained internal parameters are
those that minimize the Gibbs free energy.
General thermodynamic potential extremum principle
For system in contact with reservoirs that fix intensive variables (1R, 2R, ...), the values of
internal unconstrained parameters are those that minimize the thermodynamic potential U (1R,
2R, ...) at constant. (1R, 2R ...).
In other words, to determine the equilibrium values of unconstrained internal variables, minimize
the thermodynamic potential that is a natural function of those thermodynamic variables we want
fixed.
Masseiu Functions
Up till now we've just looked at Legendre transforms of the energy U. We could also Legendre
transforms of the entropy. These are known as Masseiu functions
For given N, V, we know that we need to maximize S at constant. U. What about at constant 1
T
(which is the conjugate variable of U). Let B be some new Legendre transform of the entropy.
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U. Penn.
B=S
S 1 U
T
NV
d(- A ) = 0
T
dSTot = 0
d2STot < 0
-A
T
J. G. Saven
dA = 0
T = constant due to reservoir
d 2 S 1 d2 U < 0
T
d2 > 0
T = constant
or
d2(- A ) < 0
T
Fall 1998
Representation
Thermodynamic Potential
S (U, N, V)
Microcanonical
Entropy
Canonical
(T, , V) or U (T, , V) or
J(T, , V)
Grand Canonical
Grand potential
Maxwell Relations
Many different possible partial derivatives in thermodynamics, but they're not all independent. We
can develop relations among them. For the Maxwell relations, we use the simple equality among
mixed second partial derivatives.
dU =
U
S
dS +
NV
( )
U
V
dV +
SN
U
N
dN = TdS PdV + dN
SV,S
( )
U = U
S V
V S
S
Similarly
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P
V,N
T
P
=
S V , N V N , S
(T)
N,S
2 U
=
=
=
S N
S
S
2
U
=
=
N S
N
S
U
S
16
T
N
U. Penn.
Fall 1998
J. G. Saven
T
=
N S , V S N , V
So
P
N
=
V,S
S,N
S
=
;
=
;
V N,T T V,N
N T,V V N,T
N
=
TV
N,V
Isothermal Compressibility
Adiabatic Compressibility
(constant. heat, no heat flow)
TdS = dQ = 0
V
= 1
V P
V
s = 1
V P
dQ
S
CP T =
T P dT P
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We can show that CV is also equal to a derivative of the internal energy. Vary the internal energy
in such a way that the total volume is kept fixed: dUV
dUV = TdSV PdV = TdSV
dUV = T dSV
dTV
dTV
Thus,
U
S
= T = CV
T V
T V
for N=constant
S
T
=T
S (U (T, V),V)
=
V
S (U (T, V),V)
(Change of variables)
0
S
T
=
V
S
U
U
T
U
=1
T T
CV =
U
T
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Example:
TV 2
CP C =
T
V
Stability Revisited
At equilibrium S is at extremum and S is at a maximum
Stability also has physical consequences, just as
dS = 0, d2S < 0.
dS = 0 did.
Now we will show that S must be a concave-down function of the internal energy U. Let us do
this by considering a case where S is at somepoint a concave-up function of U. We will show that
for a homogeneous system (not in the vicinity of a phase transition) that this is not physically
reasonable.
Consider 2 identical systems separated by an adiabatic
wall
N ,V ,U
N ,V ,U
2
Si
S
S'/2
S1 or S2
S/2
U-U
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U
19
U+U
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Fall 1998
J. G. Saven
Note that S' > S ; the entropy increases upon redistributing the energy.
If we removed the adiabatic wall, energy would spontaneously flow from one side to the other.
Similar things would also happen within a homogeneous system. The system would be unstable.
[In some cases, e.g. near phase transition points, stability isn't satisfied and the system breaks up
into different phases or different types of matter (chemical reactions).]
In order for the system to be stable, we must have that
S (U + U) + S (U U) 2S (U, V, N)
V = constant.
N = constant.
S
U
0 ,
2
V, N
Similarly
S
V
2
U, N
S
2
0
20
20
15
15
10
10
N constant.
V 0, U 0
At a maximum, we must satisfy the above inequalities on the second derivatives of S as well as
2
S
U
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S
V
S
UV
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Fall 1998
J. G. Saven
S
U
U U
V,N
=
V,N
1
U T
=
V,N
1 T
T2 U
=
N,V
1
0
T2 CV
CV 0
5
Internal Energy
S2
1
U
S
2
V,N
T
S
40
0;
30
VN
20
U
V
2
N,S
P
V
10
0
2
4
dA = SdT PdV
U
T=
S=
A
T
N,V
2
S
T
N,V
=
N,V
A
T
2
N,V
T
S
=
N,V
U
S S
-1
= +
N,V
U
S
-1
2
NV
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A
T
-50
2
NV
-100
A
2 0
V T , N
2
-150
-200
0
30
15
20
10
10
2 H
0
2
S P, N
400
H
P
SN
200
10
7.5
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5
2.5
0
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Fall 1998
J. G. Saven
G
T
-20
-2
PN
G
P
-40
-4
2
TN
-60
2
4
6
8
10
C P CV 0
Le Chatelier's Principle
One way of stating Le Chateliers principle is to say that the system evolves so as to remove
inhomogeneities.
From microscopic (molecular) "chaos" we know that fluctuations induce local inhomogenity in
energy density, entropy density, particle density, etc.
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The thermodynamic potentials act as a sort of restoring force against inhomogeneous fluctuations
in the system.
Thermodynamics summary
From the postulates we see that we must either maximize S on minimize U at equilibrium.
The concept of equilibrium leads to equalities among intensive variables
Using the Legendre Transform, we can obtain a thermodynamic potential for any representation or
set of macroscopic intrinsic variables, e.g. G(T,P,N).
The Maxwell Relations provide useful relationships among the derivatives of thermodynamic
quantities.
From the concept of thermodynamic stability, we can obtain useful bounds and inequalities:
CP > CV > 0, T > S > 0
References
[1]
D. Chandler, Introduction to Modern Statistical Mechanics. New York: Oxford
University Press, 1987.
[2]
D. A. McQuarrie, Statistical Mechanics. New York: Harper & Row, 1976.
[3]
H. B. Callen, Thermodynamics and an Introduction to Thermostatistics, Second ed.
New York: John Wiley & Sons, 1985.
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